ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	99.035	98.840	-0.195	-0.2%	99.640
High	99.105	98.955	-0.150	-0.2%	99.880
Low	98.790	96.885	-1.905	-1.9%	98.450
Close	98.893	97.301	-1.592	-1.6%	99.652
Range	0.315	2.070	1.755	557.1%	1.430
ATR	0.690	0.788	0.099	14.3%	0.000
Volume	19,634	60,539	40,905	208.3%	154,519

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.924	102.682	98.440
R3	101.854	100.612	97.870
R2	99.784	99.784	97.681
R1	98.542	98.542	97.491	98.128
PP	97.714	97.714	97.714	97.507
S1	96.472	96.472	97.111	96.058
S2	95.644	95.644	96.922
S3	93.574	94.402	96.732
S4	91.504	92.332	96.163

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.617	103.065	100.439
R3	102.187	101.635	100.045
R2	100.757	100.757	99.914
R1	100.205	100.205	99.783	100.481
PP	99.327	99.327	99.327	99.466
S1	98.775	98.775	99.521	99.051
S2	97.897	97.897	99.390
S3	96.467	97.345	99.259
S4	95.037	95.915	98.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.880	96.885	2.995	3.1%	1.033	1.1%	14%	False	True	39,269
10	99.950	96.885	3.065	3.2%	0.792	0.8%	14%	False	True	35,741
20	99.950	96.885	3.065	3.2%	0.754	0.8%	14%	False	True	34,780
40	99.950	96.885	3.065	3.2%	0.720	0.7%	14%	False	True	29,892
60	100.700	96.885	3.815	3.9%	0.707	0.7%	11%	False	True	21,144
80	100.700	94.050	6.650	6.8%	0.695	0.7%	49%	False	False	15,982
100	100.700	94.050	6.650	6.8%	0.688	0.7%	49%	False	False	12,815
120	100.700	93.125	7.575	7.8%	0.679	0.7%	55%	False	False	10,686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.108
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	107.753
2.618	104.374
1.618	102.304
1.000	101.025
0.618	100.234
HIGH	98.955
0.618	98.164
0.500	97.920
0.382	97.676
LOW	96.885
0.618	95.606
1.000	94.815
1.618	93.536
2.618	91.466
4.250	88.088

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	97.920	98.318
PP	97.714	97.979
S1	97.507	97.640

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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